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20132018
most citedAn adaptive procedure for Fourier estimators: illustration to deconvolution and decompounding

2 citations · 4 across the 3 of their papers we have counts for

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6 papers

math.ST2018★ 2 cited

An adaptive procedure for Fourier estimators: illustration to deconvolution and decompounding

Céline Duval, Johanna Kappus

We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This…

math.ST2016

Strong Gaussian approximation of the mixture Rasch model

Friedrich Liese, Alexander Meister, Johanna Kappus

We consider the famous Rasch model, which is applied to psychometric surveys when n persons under test answer m questions. The score is given by a realization of a random binary (n…

math.ST2016

Nonparametric adaptive estimation for grouped data

Céline Duval, Johanna Kappus

The aim of this paper is to estimate the density f of a random variable X when one has access to independent observations of the sum of K 2 independent copies of X. We provid…

math.ST2015

Nonparametric estimation for irregularly sampled Lévy processes

Johanna Kappus

We consider nonparametric statistical inference for Lévy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distr…

math.ST2014

Density deconvolution from repeated measurements without symmetry assumption on the errors

Johanna Kappus, Fabienne Comte

We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are…

math.ST2013★ 2 cited

Adaptive nonparametric estimation for Lévy processes observed at low frequency

Johanna Kappus

This article deals with adaptive nonparametric estimation for Lévy processes observed at low frequency. For general linear functionals of the Lévy measure, we construct kernel esti…